Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 16,800 | 16,800 | 16,597 | 16,597 | 26,023 CHF | 26,189 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 15,700 | 15,700 | 15,922 | 15,922 | 24,850 CHF | 25,009 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 15,600 | 15,600 | 15,563 | 15,563 | 26,362 CHF | 26,518 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 15,800 | 15,800 | 15,591 | 15,591 | 26,997 CHF | 27,153 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 16,200 | 16,200 | 16,254 | 16,254 | 26,454 CHF | 26,616 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 15,200 | 15,200 | 15,200 | 15,200 | 25,087 CHF | 25,239 CHF | 100.00% | 100.00% |
12/11/2024 | 1.14% | 1.68 CHF | 1.70 CHF | 13,700 | 13,700 | 13,431 | 13,431 | 23,332 CHF | 23,600 CHF | 99.86% | 99.86% |
11/11/2024 | 0.96% | 2.06 CHF | 2.08 CHF | 13,300 | 13,300 | 13,295 | 13,295 | 27,708 CHF | 27,974 CHF | 99.70% | 99.70% |
08/11/2024 | 0.97% | 1.99 CHF | 2.01 CHF | 12,100 | 12,100 | 12,098 | 12,098 | 24,833 CHF | 25,075 CHF | 98.81% | 98.81% |
07/11/2024 | 0.87% | 2.27 CHF | 2.29 CHF | 12,100 | 12,100 | 12,053 | 12,053 | 27,556 CHF | 27,797 CHF | 99.44% | 99.44% |